The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
- Rodrigues, P.M.M.
- Rubia, A.
ISSN: 0305-9049, 1468-0084
Année de publication: 2011
Volumen: 73
Número: 4
Pages: 449-468
Type: Article
Revue:
Oxford Bulletin of Economics and Statistics